| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,553.0 |
2,632.0 |
79.0 |
3.1% |
2,541.0 |
| High |
2,616.0 |
2,646.0 |
30.0 |
1.1% |
2,621.0 |
| Low |
2,553.0 |
2,594.0 |
41.0 |
1.6% |
2,424.0 |
| Close |
2,580.0 |
2,607.0 |
27.0 |
1.0% |
2,590.0 |
| Range |
63.0 |
52.0 |
-11.0 |
-17.5% |
197.0 |
| ATR |
80.3 |
79.3 |
-1.0 |
-1.3% |
0.0 |
| Volume |
6,225 |
471 |
-5,754 |
-92.4% |
6,322 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,771.7 |
2,741.3 |
2,635.6 |
|
| R3 |
2,719.7 |
2,689.3 |
2,621.3 |
|
| R2 |
2,667.7 |
2,667.7 |
2,616.5 |
|
| R1 |
2,637.3 |
2,637.3 |
2,611.8 |
2,626.5 |
| PP |
2,615.7 |
2,615.7 |
2,615.7 |
2,610.3 |
| S1 |
2,585.3 |
2,585.3 |
2,602.2 |
2,574.5 |
| S2 |
2,563.7 |
2,563.7 |
2,597.5 |
|
| S3 |
2,511.7 |
2,533.3 |
2,592.7 |
|
| S4 |
2,459.7 |
2,481.3 |
2,578.4 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,136.0 |
3,060.0 |
2,698.4 |
|
| R3 |
2,939.0 |
2,863.0 |
2,644.2 |
|
| R2 |
2,742.0 |
2,742.0 |
2,626.1 |
|
| R1 |
2,666.0 |
2,666.0 |
2,608.1 |
2,704.0 |
| PP |
2,545.0 |
2,545.0 |
2,545.0 |
2,564.0 |
| S1 |
2,469.0 |
2,469.0 |
2,571.9 |
2,507.0 |
| S2 |
2,348.0 |
2,348.0 |
2,553.9 |
|
| S3 |
2,151.0 |
2,272.0 |
2,535.8 |
|
| S4 |
1,954.0 |
2,075.0 |
2,481.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,646.0 |
2,516.0 |
130.0 |
5.0% |
54.2 |
2.1% |
70% |
True |
False |
2,307 |
| 10 |
2,646.0 |
2,424.0 |
222.0 |
8.5% |
66.2 |
2.5% |
82% |
True |
False |
1,813 |
| 20 |
2,745.0 |
2,413.0 |
332.0 |
12.7% |
80.6 |
3.1% |
58% |
False |
False |
1,291 |
| 40 |
2,937.0 |
2,387.0 |
550.0 |
21.1% |
70.1 |
2.7% |
40% |
False |
False |
890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,867.0 |
|
2.618 |
2,782.1 |
|
1.618 |
2,730.1 |
|
1.000 |
2,698.0 |
|
0.618 |
2,678.1 |
|
HIGH |
2,646.0 |
|
0.618 |
2,626.1 |
|
0.500 |
2,620.0 |
|
0.382 |
2,613.9 |
|
LOW |
2,594.0 |
|
0.618 |
2,561.9 |
|
1.000 |
2,542.0 |
|
1.618 |
2,509.9 |
|
2.618 |
2,457.9 |
|
4.250 |
2,373.0 |
|
|